In Fail-Safe Investing Harry said to allocate your wealth equally between: stocks (broad market index), bonds, gold, and cash (CDs, money market). Rebalance back to equal allocations roughly once a year. Try not only to diversify a fraction of this internationally, but make sure to have some wealth entirely outside your home country out of reach of your government.
This portfolio has the critical property of stability, which is very important yet underrated for most personal investors, who are told to go heavy on equities. It captures inverse correlations so that it tends to grow steadily, rather than shoot up and down along a growth trend as equity markets do. It underperformed equities during the late 90s, but never nosedived in the early 2000s and actually continued to grow.
It has done very well historically. It grows steadily in each of an inflationary, deflationary, or high growth macro environment.